+285.0%
TSM vs SEI
+1,021.5%
-736.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.9% |
| 7D | +4.8% | +28.2% | -23.5% | -0.1% |
| 30D | +4.0% | +15.5% | -11.4% | +0.8% |
| 3M | +2.0% | -1.4% | +3.3% | +1.1% |
| 6M | +25.5% | +37.4% | -11.9% | +17.0% |
| YTD | +44.0% | +47.8% | -3.8% | +32.0% |
| 1Y | +75.4% | +174.3% | -98.9% | +45.7% |
| 3Y | +406.7% | +598.5% | -191.7% | +259.2% |
| 5Y | +285.0% | +1,026.2% | -741.2% | +143.8% |
| All | +285.0% | +1,021.5% | -736.6% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SEI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling